• BVPh

  • Referenced in 204 articles [sw06575]
  • nonlinear PDEs, such as the American put option and resonance criterion of nonlinear travelling waves...
  • OptAn

  • Referenced in 4 articles [sw00655]
  • problem of optimal execution of American type options; (c) forecast of the options and share...
  • LSMonteCarlo

  • Referenced in 1 article [sw36182]
  • package LSMonteCarlo: American options pricing with Least Squares Monte Carlo method. The package compiles functions ... calculating prices of American put options with Least Squares Monte Carlo method. The option types ... American put, Asian American put, and Quanto American put. The pricing algorithms include variance reduction ... Brownian motion, and calculate prices of European options with Black & Scholes analytical solution...
  • swindex

  • Referenced in 0 articles [sw37604]
  • American Statistical Association 103: 1481–1495). We describe the command and its options and provide...
  • BACOL

  • Referenced in 8 articles [sw00064]
  • BACOL is a new, high quality, robust software...
  • LAPACK

  • Referenced in 1702 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • Maple

  • Referenced in 5373 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6355 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13544 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • MPDATA

  • Referenced in 76 articles [sw00596]
  • MPDATA: A finite-difference solver for geophysical flows...
  • PariTOP

  • Referenced in 32 articles [sw00681]
  • In Quebec’s municipal taxation system, the tax...
  • R

  • Referenced in 9969 articles [sw00771]
  • R is a language and environment for statistical...
  • RKC

  • Referenced in 120 articles [sw00808]
  • RKC: An explicit solver for parabolic PDEs. An...
  • Scilab

  • Referenced in 173 articles [sw00834]
  • Scilab includes hundreds of mathematical functions. It has...
  • ALBERTA

  • Referenced in 179 articles [sw01061]
  • ALBERTA is an Adaptive multiLevel finite element toolbox...
  • LSODA

  • Referenced in 7 articles [sw01074]
  • LSODA - a packet of programs for the numerical...
  • SERBA

  • Referenced in 156 articles [sw01160]
  • SERBA: a B.I.E. program with linear elements for...
  • L-BFGS-B

  • Referenced in 200 articles [sw01234]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...
  • ADIFOR

  • Referenced in 254 articles [sw02185]
  • ADIFOR is a tool for the automatic differentiation...
  • CONOPT

  • Referenced in 170 articles [sw02791]
  • CONOPT is a generalized reduced-gradient (GRG) algorithm...